EZE is safer, easier to negotiate, and has tons of charm. However, nothing beats GIG for romance and sheer drama! My advice would be; if you've got a week or longer, choose EZE, but if you want to have an unforgettable day or two, go to GIG, ascend the Corcovado, drink a coffee in a cafe in Ipanema, hike through the Jardin Botanico, and go home very happy.
Definitely don't go to GRU.